All Publications

ZORA Publication List

Publications

• Journal Article

  • 2025

    • Willemin, R., Krug, C. B., Roux, N., Bürgi Bonanomi, E., Chesney, M., Curnow, B., Deutsch, S., Eppinga, M. B., Jacobi, J., van Moorsel, S. J., Petibon, F., Schuh, L., Sonderegger, G., Waeber, P. O., & Santos, M. J. (2025). Unmute biodiversity risks of free trade? The EFTA–Mercosur Agreement (Swiss) case study Environmental Sciences Europe, 37, 26. https://doi.org/10.1186/s12302-025-01063-3

  • 2023

    • Strauß, N., Krakow, J., & Chesney, M. (2023). It’s the News, Stupid! The Relationship Between News Attention, Literacy, Trust, Greenwashing Perceptions and Sustainable Finance Investment in Switzerland Journal of Sustainable Finance & Investment, 13, 1480–1505. https://doi.org/10.1080/20430795.2023.2226792
    • Vargas, C., & Chesney, M. (2023). What are you waiting to invest in grid-connected residential photovoltaics in California? Journal of Sustainable Finance & Investment, 13, 660–677. https://doi.org/10.1080/20430795.2021.2016361

  • 2021

    • Chesney, M. (2021). L’injustice sociale à l’heure de la financiarisation et de la digitalisation de l’économie. Filosofia e teologia, 2, 243–251. https://marcchesney.com/site/assets/files/1270/linjustice_sociale_a_lheure_de_la_financiarisation_-_marc_chesney_-_janvier_2021.pdf
    • Chesney, M., & Vargas, C. (2021). End of Life Decommissioning and Recycling of Solar Panels in the United States. A Real Options Analysis Journal of Sustainable Finance & Investment, 11, 82–102. https://doi.org/10.1080/20430795.2019.1700723

  • 2020

    • Chesney, M., Stromberg, J., Wagner, A., & Wolff, V. L. (2020). Managerial incentives to take asset risk Journal of Corporate Finance, 65, 101758. https://doi.org/10.1016/j.jcorpfin.2020.101758

  • 2018

    • Chesney, M., Vargas, C., & Balietti, A. (2018). Long-Term Investment Choices for Quinoa Farmers in Puno, Peru: A Real Options Case Study International Journal of Food and Agricultural Economics, 6, 1–19. http://www.foodandagriculturejournal.com/
    • Chesney, M., & Vasiljevic, N. (2018). Parisian Options with Jumps: A Maturity-Excursion Randomization Approach Quantitative Finance, 18, 1887–1908. https://doi.org/10.1080/14697688.2018.1444785

  • 2017

    • Chesney, M., Gheyssens, J., & Troja, B. (2017). Market uncertainty and risk transfer in REDD projects Journal of Sustainable Forestry, 36, 535–553. https://doi.org/10.1080/10549811.2017.1326940
    • Chesney, M., Lasserre, P., & Troja, B. (2017). Mitigating Global Warming: A Real Options Approach Annals of Operations Research, 255, 465–506. https://doi.org/10.1007/s10479-016-2258-5
    • Seele, P., & Chesney, M. (2017). Toxic sustainable companies? A critique on the shortcomings of current corporate sustainability ratings and a definition of ‘financial toxicity Journal of Sustainable Finance & Investment, 7, 139–146. https://doi.org/10.1080/20430795.2016.1238213

  • 2016

    • Chesney, M., Coculescu, D., & Gokay, S. (2016). Endogenous trading in Credit Default Swaps Decisions in Economics and Finance, 39, 1–31. https://doi.org/10.1007/s10203-015-0168-7

  • 2015

    • Paetzold, F., Busch, T., & Chesney, M. (2015). More than money: exploring the role of investment advisors for sustainable investing Annals in Social Responsibility, 1, 195–223. https://doi.org/10.1108/ASR-12-2014-0002
    • Chesney, M., Crameri, R., & Mancini, L. (2015). Detecting abnormal trading activities in option markets Journal of Empirical Finance, 33, 263–275. https://doi.org/10.1016/j.jempfin.2015.03.008
    • Bahn, O., Chesney, M., Gheyssens, J., Knutti, R., & Pana, A. C. (2015). Is there room for geoengineering in the optimal climate policy mix? Environmental Science & Policy, 48, 67–76. https://doi.org/10.1016/j.envsci.2014.12.014

  • 2014

    • Chesney, M., Taschini, L., & Wang, M. (2014). Experimental comparison between markets on dynamic permit trading and investment in irreversible abatement with and without non-regulated companies Journal of Regulatory Economics, 46, 23–50. https://doi.org/10.1007/s11149-013-9238-3

  • 2012

    • Chesney, M., & Taschini, L. (2012). The endogenous price dynamics of emission allowances and an application to CO2 option pricing Applied Mathematical Finance, 19, 447–475. https://doi.org/10.1080/1350486X.2011.639948
    • Wang, M., Bernstein, A., & Chesney, M. (2012). An experimental study on real option strategies Quantitative Finance, 12, 1753–1772. https://doi.org/10.1080/14697688.2012.691984
    • Chesney, M., & Kempf, A. (2012). The value of tradeability Review of Derivatives Research, 15, 193–216. https://doi.org/10.1007/s11147-012-9074-0
    • Bahn, O., Chesney, M., & Gheyssens, J. (2012). The effect of proactive adaptation on green investment Environmental Science & Policy, 18, 9–24. https://doi.org/10.1016/j.envsci.2011.10.010

  • 2011

    • Chesney, M., Reshetar, G., & Karaman, M. (2011). The impact of terrorism on financial markets: an empirical study Journal of Banking and Finance, 35, 253–267. https://doi.org/10.1016/j.jbankfin.2010.07.026

  • 2010

    • Chesney, M., & Weber-Berg, C. (2010). Banken ohne moralischen Kompass UZH magazin: die Wissenschaftszeitschrift, online. https://www.permasense.ch/news/de/articles/2010/banken-ohne-moralischen-kompas.html

  • 2008

    • Chesney, M., & Gibson, R. (2008). Stock options and managers’ incentives to cheat Review of Derivatives Research, 11, 41–59. https://doi.org/10.1007/s11147-008-9023-0

  • 2006

    • Chesney, M., & Gauthier, L. (2006). American Parisian Options Finance and Stochastics, 10, 475–506. https://doi.org/10.1007/s00780-006-0015-3

  • 2004

    • Chesney, M., & Jeanblanc, M. (2004). Pricing American currency options in an exponential Lévy model Applied Mathematical Finance, 11, 207–225. https://doi.org/10.1080/1350486042000249336

  • 2003

    • Botteron, P., Chesney, M., & Gibson-Asner, R. (2003). Analyzing firms’ strategic investment decisions in a real options’ framework. Journal of International Financial Markets, Institutions & Money, 13, 451–479. https://doi.org/10.1016/S1042-4431(03)00018-0
    • Chesney, M., & Hazari, B. R. (2003). Illegal Migrants, Tourism and Welfare: A Trade Theoretic Approach Pacific Economic Review, 8, 259–268. https://doi.org/10.1111/j.1468-0106.2003.00226.x
    • Chesney, M., & Barrieu, P. (2003). Optimal Timing to Adopt Environmental Policy in a Strategic Framework Environmental Modeling & Assessment, 8, 149–163. https://doi.org/10.1023/A:1025539106213
    • Baranzini, A., Chesney, M., & Morisset, J. (2003). The impact of possible climate catastrophes on global warming policy Energy Policy, 31, 691–701. https://doi.org/10.1016/S0301-4215(02)00101-5

  • 2002

    • Loubergé, H., Villeneuve, S., & Chesney, M. (2002). Long-term risk management of nuclear waste: a real options approach Journal of Economic Dynamics and Control, 27, 157–180. https://doi.org/10.1016/S0165-1889(01)00058-6

  • 2001

    • Chesney, M., & Gibson-Asner, R. (2001). Reducing asset substitution with warrant and convertible debt issue The Journal of Derivatives, 9, 39–52. https://doi.org/10.3905/jod.2001.319168

  • 1999

    • Chesney, M., Hazari, B. R., & Sgro, P. M. (1999). Immigration, unemployment and welfare International Economic Journal, 13, 59–74. https://doi.org/10.1080/10168739900000037

  • 1998

    • Chesney, M., & Hazari, B. (1998). Irrational entry, rational exit Journal of Mathematical Economics, 29, 1–13. https://doi.org/10.1016/S0304-4068(97)00010-4

  • 1997

    • Chesney, M., Jeanblanc-Picqué, M., & Yor, M. (1997). Brownian excursions and Parisian barrier options Advances in Applied Probability, 29, 165–184. https://doi.org/10.2307/1427865

  • 1996

    • Chesney, M., & Eid Júnior, W. (1996). Options listing and the volatility of the underling asset: a study on the derivative market function Revista de Administração de Empresas, 36, 28–32. https://doi.org/10.1590/S0034-75901996000100005
    • Chesney, M., & Lefoll, J. (1996). Predicting premature exercise of an American put on stocks: theory and empirical evidence The European Journal of Finance, 2, 21–39. https://doi.org/10.1080/135184796337580

  • 1995

    • Chesney, M., Gibson, R., & Loubergé, H. (1995). Arbitrage trading and index option pricing at SOFFEX: an empirical study using daily and intradaily data Finanzmarkt Und Portfolio Management, 9, 35–60. https://fmpm.ch/fmpm/article-archive-1986-2000/#11-50-wpfd-volume-9-issue-1-1995

  • 1993

    • Chesney, M., Gibson, R., & Elliott, R. J. (1993). Analytical solutions for the pricing of american bond and yield options Mathematical Finance, 3, 277–294. https://doi.org/10.1111/j.1467-9965.1993.tb00045.x
    • Chesney, M., Elliott, R. J., Madan, D., & Yang, H. (1993). Diffusion coefficient estimation and asset pricing when risk premia and sensitivities are time varying Mathematical Finance, 3, 85–99. https://doi.org/10.1111/j.1467-9965.1993.tb00080.x

  • 1989

    • Chesney, M., & Scott, L. (1989). Pricing European currency options: a comparison of the modified Black-Scholes model and a random variance model Journal of Financial and Quantitative Analysis, 24, 267–284. https://doi.org/10.2307/2330812

  • 1986

    • Chesney, M., & Loubergé, H. (1986). Risk aversion and the composition of wealth in the demand for full insurance coverage Swiss Journal of Economics and Statistics = Schweizerische Zeitschrift Für Volkswirtschaft Und Statistik, 122, 359–370.

• Book Section

  • 2022

    • Dembinski, P., Rudaz, P., Soissons, H., & Chesney, M. (2022). Does global English influence the perception of professional ethical dilemmas? In F. Grin, L. Marácz, & N. K. Pokorn (Eds.), Advances in Interdisciplinary Language Policy (pp. 531–554). John Benjamins Publishing. https://benjamins.com/catalog/wlp.9.26dem

  • 2021

    • Chesney, M. (2021). Economics and Finance: The Monopoly and Dangers of the Mainstream School of Thought In D. Bourghelle, R. Pérez, & P. Rozin (Eds.), Rethinking Finance in the Face of New Challenges (No. 15; pp. 199–204). Emerald Publishing. https://doi.org/10.1108/S2043-905920210000015032

  • 2018

    • Chesney, M. (2018). Vom Grossen Krieg zur permanenten Krise In A. Thier & L. Schwab (Eds.), 1914 (No. 56; pp. 207–222). vdf Hochschulverlag AG an der ETH Zürich.

  • 2016

    • Chesney, M. (2016). Der Widerspruch zwischen Neoliberalismus und liberaler Demokratie am Beispiel des Finanzmarktes In D. Brühlmeier & P. Mastronardi (Eds.), Demokratie in der Krise. Chronos Verlag.

  • 2015

    • Chesney, M., Taschini, L., & Gheyssens, J. (2015). Emissions Markets and Products In A. Roncoroni (Ed.), Handbook of Multi-Commodity Markets and Products: Structuring, Trading and Risk Managemen (pp. 223–254). Wiley.
    • Chesney, M. (2015). Zum Widerspruch zwischen der Logik des Finazsektors und den Prinzipien des Libealismus In G. Pfleiderer & et al (Eds.), Aspekte von Risiko, Vertrauen, Schuld (pp. 59–76). Pano Verlag.
    • Chesney, M., Maranghino-Singer, B., Huber, M. Z., Oertle, D., & Hilty, L. M. (2015). An information system supporting cap and trade in organizations In L. Hilty & B. Aebischer (Eds.), ICT Innovations for Sustainybility (No. 310; pp. 285–299). Springer. https://doi.org/10.1007/978-3-319-09228-7_17

  • 2014

    • Chesney, M. (2014). Enjeux et conséquences de l’utilisation de l’anglais pour les études d’économie et de gestion à l’université. In S. Genf (Ed.), L’économie au service des citoyens : essais en mémoire de Peter Tschopp (pp. 200–215). s.n.

  • 2013

    • Chesney, M. (2013). Die Umwandlung des Kapitalismus und seine Finanzdurchdringung In G. Pfleiderer (Ed.), Kapitalismus - eine Religion in der Krise I (pp. 325–368). Pano Verlag.

Pagination